View source for Skewness

{{For|the planarity measure in graph theory|Graph skewness}}
{{Short description|measure of the asymmetry of random variables}}

{{use American English|date = January 2019}}
{{use dmy dates|date=July 2012}}

[[File:SkewedDistribution.png|thumb|200px|Example distribution with non-zero (positive) skewness. These data are from experiments on wheat grass growth.]]

In [[probability theory]] and [[statistics]], '''skewness''' is a measure of the asymmetry of the [[probability distribution]] of a [[real number|real]]-valued [[random variable]] about its mean. The skewness value can be positive or negative, or undefined.

For a [[unimodal]] distribution, negative skew commonly indicates that the ''tail'' is on the left side of the distribution, and positive skew indicates that the tail is on the right. In cases where one tail is long but the other tail is fat, skewness does not obey a simple rule. For example, a zero value means that the tails on both sides of the mean balance out overall; this is the case for a symmetric distribution, but can also be true for an asymmetric distribution where one tail is long and thin, and the other is short but fat.

== Introduction ==
Consider the two distributions in the figure just below. Within each graph, the values on the right side of the distribution taper differently from the values on the left side. These tapering sides are called ''tails'', and they provide a visual means to determine which of the two kinds of skewness a distribution has:
# ''{{visible anchor|negative skew}}'': The left tail is longer; the mass of the distribution is concentrated on the right of the figure. The distribution is said to be ''left-skewed'', ''left-tailed'',  or ''skewed to the left'', despite the fact that the curve itself appears to be skewed or leaning to the right; ''left'' instead refers to the left tail being drawn out and, often, the mean being skewed to the left of a typical center of the data. A left-skewed distribution usually appears as a ''right-leaning'' curve.<ref name="cnx.org">Susan Dean, Barbara Illowsky [http://cnx.org/content/m17104/latest/ "Descriptive Statistics: Skewness and the Mean, Median, and Mode"], Connexions website</ref>
# ''{{visible anchor|positive skew}}'': The right tail is longer; the mass of the distribution is concentrated on the left of the figure. The distribution is said to be ''right-skewed'', ''right-tailed'', or ''skewed to the right'', ''despite'' the fact that the curve itself appears to be skewed or leaning to the left; ''right'' instead refers to the right tail being drawn out and, often, the mean being skewed to the right of a typical center of the data. A right-skewed distribution usually appears as a ''left-leaning'' curve.<ref name="cnx.org" />

[[Image:Negative and positive skew diagrams (English).svg]]

Skewness in a data series may sometimes be observed not only graphically but by simple inspection of the values. For instance, consider the numeric sequence (49, 50, 51), whose values are evenly distributed around a central value of 50. We can transform this sequence into a negatively skewed distribution by adding a value far below the mean, e.g. (40, 49, 50, 51). Similarly, we can make the sequence positively skewed by adding a value far above the mean, e.g. (49, 50, 51, 60).

== Relationship of mean and median ==
The skewness is not directly related to the relationship between the mean and median: a distribution with negative skew can have its mean greater than or less than the median, and likewise for positive skew.<ref name="von Hippel 2005">{{cite journal |url = http://www.amstat.org/publications/jse/v13n2/vonhippel.html|title=Mean, Median, and Skew: Correcting a Textbook Rule |first=Paul T.|last=von Hippel|journal=Journal of Statistics Education| volume=13 |issue=2 |year = 2005 }}</ref>

In the older notion of [[nonparametric skew]], defined as <math>(\mu - \nu)/\sigma,</math> where <math>\mu</math> is the [[mean]], <math>\nu</math> is the [[median]], and <math>\sigma</math> is the [[standard deviation]], the skewness is defined in terms of this relationship: positive/right nonparametric skew means the mean is greater than (to the right of) the median, while negative/left nonparametric skew means the mean is less than (to the left of) the median. However, the modern definition of skewness and the traditional nonparametric definition do not in general have the same sign: while they agree for some families of distributions, they differ in general, and conflating them is misleading.

If the distribution is [[Symmetric probability distribution|symmetric]], then the mean is equal to the median, and the distribution has zero skewness.<ref>{{cite web|title=1.3.5.11. Measures of Skewness and Kurtosis |url=http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm|publisher=NIST|accessdate=18 March 2012}}</ref> If the distribution is both symmetric and [[Unimodal distribution|unimodal]], then the [[mean]] = [[median]] = [[Mode (statistics)|mode]]. This is the case of a coin toss or the series 1,2,3,4,... Note, however, that the converse is not true in general, i.e. zero skewness does not imply that the mean is equal to the median.

A 2005 journal article points out:<ref name="von Hippel 2005"/>

<blockquote>Many textbooks teach a rule of thumb stating that the mean is right of the median under right skew, and left of the median under left skew. This rule fails with surprising frequency. It can fail in [[multimodal distribution]]s, or in distributions where one tail is [[Long tail|long]] but the other is [[Heavy-tailed distribution|heavy]]. Most commonly, though, the rule fails in discrete distributions where the areas to the left and right of the median are not equal. Such distributions not only contradict the textbook relationship between mean, median, and skew, they also contradict the textbook interpretation of the median.</blockquote>

==Definition==

===Pearson's moment coefficient of skewness===
The skewness of a random variable ''X'' is the third [[standardized moment]] ''γ''<sub>1</sub>, defined as:<ref name="StanBrown1"/><ref name="FXSolver1"/>

:<math>
    \gamma_1 = \operatorname{E}\left[\left(\frac{X-\mu}{\sigma}\right)^3 \right]
             = \frac{\mu_3}{\sigma^3}
             = \frac{\operatorname{E}\left[(X-\mu)^3\right]}{( \operatorname{E}\left[ (X-\mu)^2 \right] )^{3/2}}
             = \frac{\kappa_3}{\kappa_2^{3/2}}
  </math>
where ''μ'' is the mean, ''σ'' is the [[standard deviation]], E is the [[expected value|expectation operator]], ''μ''<sub>3</sub> is the third [[central moment]], and ''κ''<sub>''t''</sub> are the ''t''-th [[cumulant]]s. It is sometimes referred to as '''Pearson's moment coefficient of skewness''',<ref name="FXSolver1">[http://www.fxsolver.com/browse/formulas/Pearson's+moment+coefficient+of+skewness Pearson's moment coefficient of skewness], FXSolver.com</ref> or simply the '''moment coefficient of skewness''',<ref name="StanBrown1">[http://brownmath.com/stat/shape.htm "Measures of Shape: Skewness and Kurtosis"], 2008–2016 by Stan Brown, Oak Road Systems</ref> but should not be confused with Pearson's other skewness statistics (see below). The last equality expresses skewness in terms of the ratio of the third cumulant ''κ''<sub>3</sub> to the 1.5th power of the second cumulant ''κ''<sub>2</sub>. This is analogous to the definition of [[kurtosis]] as the fourth cumulant normalized by the square of the second cumulant. 
The skewness is also sometimes denoted Skew[''X''].

If ''σ'' is finite, ''μ'' is finite too and skewness can be expressed in terms of the non-central moment E[''X''<sup>3</sup>] by expanding the previous formula,
:<math>
\begin{align}
    \gamma_1
     &= \operatorname{E}\left[\left(\frac{X-\mu}{\sigma}\right)^3 \right] \\
     &= \frac{\operatorname{E}[X^3] - 3\mu\operatorname E[X^2] + 3\mu^2\operatorname E[X] - \mu^3}{\sigma^3}\\
     &= \frac{\operatorname{E}[X^3] - 3\mu(\operatorname E[X^2] -\mu\operatorname E[X]) - \mu^3}{\sigma^3}\\
     &= \frac{\operatorname{E}[X^3] - 3\mu\sigma^2 - \mu^3}{\sigma^3}.
\end{align}
  </math>
<!-- EDITORS BEWARE: DO NOT CHANGE THIS INTO   E[X^3] - 3\mu E[X^2] + 2\mu^3  /// SEE TALK PAGE -->

===Examples===
Skewness can be infinite, as when
:<math>\Pr \left[ X > x \right]=x^{-2}\mbox{ for }x>1,\ \Pr[X<1]=0</math>
where the third cumulants are infinite, or as when
:<math>\Pr[X<x]=(1-x)^{-3}/2\mbox{ for negative }x\mbox{ and }\Pr[X>x]=(1+x)^{-3}/2\mbox{ for positive }x.</math>
where the third cumulant is undefined.

Examples of distributions with finite skewness include the following.

*  A [[normal distribution]] and any other symmetric distribution with finite third moment has a skewness of 0
*  A [[half-normal distribution]] has a skewness just below 1
*  An [[exponential distribution]] has a skewness of 2
*  A [[lognormal distribution]] can have a skewness of any positive value, depending on its parameters

===Properties===
Starting from a standard cumulant expansion around a normal distribution, one can show that

: <span style="font-size:125%;">skewness = {{sfrac|3 ([[mean]] − [[median]])|[[standard deviation]]}} + [[Big O notation|''O'']]&thinsp;(skewness<sup>2</sup>)</span>.{{Citation needed|date=April 2010}}

If ''Y'' is the sum of ''n'' [[independent and identically distributed random variables]], all with the distribution of ''X'', then the third cumulant of ''Y'' is ''n'' times that of ''X'' and the second cumulant of ''Y'' is ''n'' times that of ''X'', so <math>\mbox{Skew}[Y] = \mbox{Skew}[X]/\sqrt{n}</math>. This shows that the skewness of the sum is smaller, as it approaches a Gaussian distribution in accordance with the [[central limit theorem]].  Note that the assumption that the variables be independent for the above formula is very important because it is possible even for the sum of two Gaussian variables to have a skewed distribution (see [[coskewness#Example|this example]]).

===Sample skewness===
For a sample of ''n'' values, a natural [[Method of moments (statistics)|method of moments]] estimator of the population skewness is<ref name=JG>{{cite journal |last=Joanes<!--sic--> |first=D. N. |last2=Gill |first2=C. A. |year=1998 |title=Comparing measures of sample skewness and kurtosis |journal=[[Journal of the Royal Statistical Society, Series D]] |volume=47 |issue=1 |pages=183–189 |doi=10.1111/1467-9884.00122}}</ref>

: <math>
    b_1 = \frac{m_3}{s^3}
        = \frac{\tfrac{1}{n} \sum_{i=1}^n (x_i-\overline{x})^3}{ \sqrt{\tfrac{1}{n-1} \sum_{i=1}^n (x_i-\overline{x})^2}^{\,3}}
        = \frac{\tfrac{1}{n} \sum_{i=1}^n (x_i-\overline{x})^3}{\left[\tfrac{1}{n-1} \sum_{i=1}^n (x_i-\overline{x})^2\right]^{3/2}}\ ,
  </math>

        
where <math>\overline{x}</math> is the [[sample mean]], ''s'' is the [[Standard deviation#Corrected sample standard deviation|sample standard deviation]], and the numerator ''m''<sub>3</sub> is the sample third central [[Moment (mathematics)|moment]].  This formula can be thought of as the average cubed deviation in the sample divided by the cubed sample standard deviation.

Another common definition of the ''sample skewness'' is<ref name=JG/><ref>Doane, David P., and Lori E. Seward. [http://ww2.amstat.org/publications/jse/v19n2/doane.pdf "Measuring skewness: a forgotten statistic."] Journal of Statistics Education 19.2 (2011): 1-18. (Page 7)</ref>

<math>
\begin{align}
G_1 & = \frac{k_3}{k_2^{3/2}} = \frac{n^2}{(n-1)(n-2)}\; \frac{m_3}{s^3} \\
& = \frac{\sqrt{n\left( n-1 \right)}}{n-2}\frac{{{m}_{3}}}{{{m}_{2}}^{\frac{3}{2}}} =  \frac{\sqrt{n\left( n-1 \right)}}{n-2}\left[ \frac{\frac{1}{n}\sum\limits_{i=1}^{n}{{{\left( {{x}_{i}}-\bar{x} \right)}^{3}}}}{{{\left( \frac{1}{n}\sum\limits_{i=1}^{n}{{{\left( {{x}_{i}}-\bar{x} \right)}^{2}}} \right)}^{\frac{3}{2}}}} \right], \\
\end{align}
</math>

where <math>k_3</math> is the unique symmetric unbiased estimator of the third [[cumulant]] and <math>k_2 = s^2</math> is the symmetric unbiased estimator of the second cumulant (i.e. the variance).

In general, the ratios <math>b_1</math> and <math>G_1</math> are both [[Bias of an estimator|biased estimators]] of the population skewness <math>\gamma_1</math>; their expected values can even have the opposite sign from the true skewness. (For instance, a mixed distribution consisting of very thin Gaussians centred at −99, 0.5, and 2 with weights 0.01, 0.66, and 0.33 has a skewness of about −9.77, but in a sample of 3, <math>G_1</math> has an expected value of about 0.32, since usually all three samples are in the positive-valued part of the distribution, which is skewed the other way.) Nevertheless, <math>b_1</math> and <math>G_1</math> each have obviously the correct expected value of zero for any symmetric distribution with a finite third moment, including a [[normal distribution]].

Under the assumption that the underlying random variable <math>X</math> is normally distributed, it can be shown that <math>\sqrt{n} b_1 \xrightarrow{d} N(0, 6)</math>, i.e., its distribution converges to a [[Normal distribution]] with mean 0 and variance 6. The variance of the skewness of a random sample of size ''n'' from a normal distribution is<ref name=Duncan1997>Duncan Cramer (1997) Fundamental Statistics for Social Research. Routledge. {{isbn|9780415172042}} (p 85)</ref><ref>Kendall, M.G.; Stuart, A. (1969) ''The Advanced Theory of Statistics, Volume 1: Distribution Theory, 3rd Edition'', Griffin. {{isbn|0-85264-141-9}} (Ex 12.9)</ref>

: <math> \operatorname{var}(G_1)= \frac{6n ( n - 1 )}{ ( n - 2 )( n + 1 )( n + 3 ) } .</math>

An approximate alternative is 6/''n'', but this is inaccurate for small samples.

In normal samples, <math>b_1</math> has the smaller variance of the two estimators, with

: <math> \operatorname{var}(b_1) < \operatorname{var} \left( \frac{m_3}{m_2^{3/2}} \right) < \operatorname{var}(G_1), </math>

where ''m''<sub>2</sub> in the denominator is the (biased) sample second central moment.<ref name=JG/>

The adjusted Fisher–Pearson standardized moment coefficient <math> G_1 </math> is the version found in [[Microsoft Excel|Excel]] and several statistical packages including [[Minitab]], [[SAS (software)|SAS]] and [[SPSS]].<ref name=Doane2011>Doane DP, Seward LE (2011) J Stat Educ 19 (2)</ref>

==Applications==

Skewness is a descriptive statistic that can be used in conjunction with the [[histogram]] and the normal [[quantile plot]] to characterize the data or distribution.

Skewness indicates the direction and relative magnitude of a distribution's deviation from the normal distribution.

With pronounced skewness, standard statistical inference procedures such as a [[confidence interval]] for a mean will be not only incorrect, in the sense that the true coverage level will differ from the nominal (e.g., 95%) level, but they will also result in unequal error probabilities on each side.

Skewness can be used to obtain approximate probabilities and quantiles of distributions (such as [[value at risk]] in finance) via the [[Cornish-Fisher expansion]].

Many models assume normal distribution; i.e., data are symmetric about the mean. The normal distribution has a skewness of zero. But in reality, data points may not be perfectly symmetric. So, an understanding of the skewness of the dataset indicates whether deviations from the mean are going to be positive or negative.

[[D'Agostino's K-squared test]] is a [[goodness-of-fit]] [[normality test]] based on sample skewness and sample kurtosis.

==Other measures of skewness==
[[Image:Comparison mean median mode.svg|thumb|300px|Comparison of [[mean]], [[median]] and [[mode (statistics)|mode]] of two [[log-normal distribution]]s with different skewnesses.]]

Other measures of skewness have been used, including simpler calculations suggested by [[Karl Pearson]]<ref name="Capistrano1">{{cite web |url=http://www.stat.upd.edu.ph/s114%20cnotes%20fcapistrano/Chapter%2010.pdf |title=Archived copy |accessdate=2010-04-09 |url-status=dead |archiveurl=https://web.archive.org/web/20100705025706/http://www.stat.upd.edu.ph/s114%20cnotes%20fcapistrano/Chapter%2010.pdf |archivedate=5 July 2010 |df=dmy-all }}</ref> (not to be confused with Pearson's moment coefficient of skewness, see above). These other measures are:

===Pearson's first skewness coefficient (mode skewness)===
The Pearson mode skewness,<ref>{{MathWorld|title=Pearson Mode Skewness|urlname=PearsonModeSkewness}}</ref> or first skewness coefficient, is defined as

: <span style="font-size:125%;">{{sfrac|[[mean]] − [[Mode (statistics)|mode]]|[[standard deviation]]}}</span>.

===Pearson's second skewness coefficient (median skewness)===
The Pearson median skewness, or second skewness coefficient,<ref name="MWPSK">{{MathWorld|title=Pearson's skewness coefficients|urlname=PearsonsSkewnessCoefficients}}</ref><ref name="amstat2011">Doane, David P., and Lori E. Seward. "[http://www.amstat.org/publications/jse/v19n2/doane.pdf Measuring Skewness: A Forgotten Statistic?]" Journal of Statistics Education 19.2 (2011): 1-18.</ref> is defined as

: <span style="font-size:125%;">{{sfrac|3 ([[mean]] − [[median]])|[[standard deviation]]}}</span>.

Which is a simple multiple of the [[nonparametric skew]].

===Quartile-based measures===

Bowley's measure of skewness (from 1901),<ref>Bowley, A. L. (1901). Elements of Statistics, P.S. King & Son, Laondon.  Or in a later edition: BOWLEY, AL. "Elements of Statistics, 4th Edn (New York, Charles Scribner)."(1920).</ref><ref name=Kenney1962>Kenney JF and Keeping ES (1962) ''Mathematics of Statistics, Pt. 1, 3rd ed.'', Van Nostrand, (page 102).</ref> also called Yule's coefficient (from 1912)<ref>Yule, George Udny. An introduction to the theory of statistics. C. Griffin, limited, 1912.</ref><ref>Groeneveld, Richard A. "An influence function approach to describing the skewness of a distribution." The American Statistician 45.2 (1991): 97-102.</ref> is defined as: 
:<math>B_1 = \frac{{{Q}_{3}}+{{Q}_{1}}-2{{Q}_{2}}}{{{Q}_{3}}-{{Q}_{1}}}</math>.
When writing it as <math>\frac{\frac{{{Q}_{3}}+{{Q}_{1}}}{2}-{{Q}_{2}}}{\frac{{{Q}_{3}}-{{Q}_{1}}}{2}}</math>, it is easier to see that the numerator is the average of the upper and lower quartiles (a measure of location) minus the median while the denominator is (Q3-Q1)/2 which (for symmetric distributions) is the [[Average absolute deviation|MAD]] measure of [[statistical dispersion|dispersion]].

Other names for this measure are Galton's measure of skewness,<ref name=Johnson1994>Johnson ''et al'' (1994) p 3, p 40</ref> the Yule–Kendall index<ref name=Wilks1995>Wilks DS (1995) ''Statistical Methods in the Atmospheric Sciences'', p 27. Academic Press. {{isbn|0-12-751965-3}}</ref> and the quartile skewness {{citation needed|date=February 2016}},

A more general formulation of a skewness function was described by Groeneveld, R. A. and Meeden, G. (1984):<ref name=Groeneveld1984>{{Cite journal | doi = 10.2307/2987742 | last1 = Groeneveld | first1 = R.A. | last2 = Meeden | first2 = G. | year = 1984 | title = Measuring Skewness and Kurtosis | jstor = 2987742| journal = The Statistician | volume = 33 | issue = 4| pages = 391–399 }}
</ref><ref name=MacGillivray1992>MacGillivray (1992)</ref><ref name=Hinkley1975>Hinkley DV (1975) "On power transformations to symmetry", ''[[Biometrika]], 62, 101–111</ref>
:<math> \gamma( u )= \frac{ F^{ -1 }( u ) +F^{ -1 }( 1 - u )-2F^{ -1 }( 1 / 2 ) }{F^{ -1 }( u ) -F^{ -1 }( 1 - u ) } </math>
where ''F'' is the [[cumulative distribution function]]. This leads to a corresponding overall measure of skewness<ref name=MacGillivray1992>MacGillivray (1992)</ref> defined as the [[supremum]] of this over the range 1/2&nbsp;≤&nbsp;''u''&nbsp;<&nbsp;1. Another measure can be obtained by integrating the numerator and denominator of this expression.<ref name=Groeneveld1984/> The function ''γ''(''u'') satisfies −1&nbsp;≤&nbsp;''γ''(''u'')&nbsp;≤&nbsp;1 and is well defined without requiring the existence of any moments of the distribution.<ref name=Groeneveld1984/> Quantile-based skewness measures are at first glance easy to interpret, but they often show significantly larger sample variations, than moment-based methods. This means that often samples from a symmetric distribution (like the uniform distribution) have a large quantile-based skewness, just by chance.

Bowley's measure of skewness is γ(''u'') evaluated at ''u''&nbsp;=&nbsp;3/4. Kelley's measure of skewness uses ''u'' = 0.1.<ref>{{cite web |url=http://www.math.ruh.ac.lk/~pubudu/app5.pdf |title=Applied Statistics I: Chapter 5: Measures of skewness |author=A.W.L. Pubudu Thilan |website=University of Ruhuna |page=21}}</ref>

===Groeneveld & Meeden’s coefficient===

Groeneveld & Meeden have suggested, as an alternative measure of skewness,<ref name=Groeneveld1984 />

: <math> B_3 = \mathrm{skew}(X) = \frac{( \mu - \nu ) }{ E( | X - \nu | ) }, </math>

where ''μ'' is the mean, ''ν'' is the median, |...| is the [[absolute value]], and ''E''() is the expectation operator. This is closely related in form to [[Skewness#Pearson.27s second skewness coefficient .28median skewness.29|Pearson's second skewness coefficient]].

===L-moments===

Use of [[L-moment]]s in place of moments provides a measure of skewness known as the L-skewness.<ref name=hos:92>{{cite journal | last=Hosking | first= J.R.M. | year=1992 | title=Moments or L moments? An example comparing two measures of distributional shape | journal=The American Statistician | volume=46 | number=3 | pages=186–189 | jstor=2685210 | doi=10.2307/2685210}}</ref>

===Distance skewness===

A value of skewness equal to zero does not imply that the probability distribution is symmetric. Thus there is a need for another measure of asymmetry that has this property: such a measure was introduced in 2000.<ref>Szekely, G.J. (2000).  "Pre-limit and post-limit theorems for statistics", In: ''Statistics for the 21st Century'' (eds. [[C. R. Rao]] and G. J. Szekely), Dekker, New York, pp. 411–422.</ref> It is called '''distance skewness''' and denoted by dSkew. If ''X'' is a random variable taking values in the ''d''-dimensional Euclidean space, ''X'' has finite expectation, ''X''{{'}} is an independent identically distributed copy of ''X'', and <math>\|\cdot\|</math> denotes the norm in the Euclidean space, then a simple ''measure of asymmetry'' with respect to location parameter θ is
: <math>
\operatorname{dSkew}(X) := 1 - \frac{\operatorname{E}\|X-X'\|}{\operatorname{E}\|X+X'-2 \theta\|} \text{ if } \Pr(X=\theta)\ne 1
</math>
and dSkew(''X'')&nbsp;:=&nbsp;0 for ''X''&nbsp;=&nbsp;θ (with probability 1). Distance skewness is always between 0 and 1, equals 0 if and only if ''X'' is diagonally symmetric with respect to θ (''X'' and 2θ−''X'' have the same probability distribution) and equals 1 if and only if  X is a constant ''c'' (<math>c \neq \theta</math>) with probability one.<ref>Szekely,&nbsp;G.&nbsp;J. and Mori,&nbsp;T.&nbsp;F. (2001) "A characteristic measure of asymmetry and its application for testing diagonal symmetry", ''Communications in Statistics – Theory and Methods'' 30/8&9, 1633–1639.</ref> Thus there is a simple consistent [[statistical test]] of diagonal symmetry based on the '''sample distance skewness''':
: <math>
\operatorname{dSkew}_n(X):= 1 - \frac{\sum_{i,j} \|x_i-x_j\| }{\sum_{i,j} \|x_i+x_j-2\theta \|}.
</math>

===Medcouple===
The [[medcouple]] is a scale-invariant robust measure of skewness, with a [[breakdown point]] of 25%.<ref name="Brys2004">{{cite journal
|author=G. Brys
|author2=M. Hubert
|author3=A. Struyf
|date=November 2004
|title=A Robust Measure of Skewness
|journal=Journal of Computational and Graphical Statistics
|volume=13
|issue=4
|pages=996–1017
|doi=10.1198/106186004X12632}}</ref> It is the [[median]] of the values of the kernel function
: <math> h(x_i, x_j) = \frac{ (x_i - x_m) - (x_m - x_j)}{x_i - x_j} </math>
taken over all couples <math>(x_i, x_j)</math> such that <math>x_i \geq x_m \geq x_j</math>, where <math>x_m</math> is the median of the [[sample (statistics)|sample]] <math>\{x_1, x_2, \ldots, x_n\}</math>. It can be seen as the median of all possible quantile skewness measures.

== See also ==
{{Portal|Mathematics}}
*[[Bragg peak]]
*[[Coskewness]]
*[[Shape parameter]]s
*[[Skew normal distribution]]
*[[Skewness risk]]

== References ==
=== Citations ===
{{Reflist}}

=== Sources ===
{{refbegin}}
* Johnson, NL, Kotz, S, Balakrishnan N (1994) ''Continuous Univariate Distributions, Vol 1, 2nd Edition'' Wiley. {{ISBN|0-471-58495-9}}.
* {{cite journal | last1 = MacGillivray | first1 = HL | year = 1992 | title = Shape properties of the g- and h- and Johnson families | url = | journal = Communications in Statistics - Theory and Methods | volume = 21 | issue = | pages = 1244–1250 }}
* Premaratne, G., Bera, A. K. (2001). Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications. Working Paper Number 01-0116, University of Illinois. Forthcoming in Comm in Statistics, Simulation and Computation. 2016 1-15
* Premaratne, G., Bera, A. K. (2000). Modeling Asymmetry and Excess Kurtosis in Stock Return Data. Office of Research Working Paper Number 00-0123, University of Illinois.
* [http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2590356 Skewness Measures for the Weibull Distribution]
{{refend}}

== External links ==
{{Wikiversity}}
{{Commons category|Skewness (statistics)}}
*{{springer|title=Asymmetry coefficient|id=p/a013590}}
*[http://petitjeanmichel.free.fr/itoweb.petitjean.skewness.html An Asymmetry Coefficient for Multivariate Distributions] by Michel Petitjean
*[http://repositories.cdlib.org/cgi/viewcontent.cgi?article=1017&context=ucsdecon On More Robust Estimation of Skewness and Kurtosis] Comparison of skew estimators by Kim and White.
*[http://dahoiv.net/master/index.html Closed-skew Distributions — Simulation, Inversion and Parameter Estimation]

{{-}}
{{Statistics|descriptive}}

[[Category:Moment (mathematics)]]
[[Category:Statistical deviation and dispersion]]